Capital Risk Analytics Lead: AI & Metrics

JPMorganChase; New York (NY); On-site; USD 150,000 - 190,000; Full time

Job summary

JPMorganChase in New York seeks an experienced risk analytics professional to monitor capital and risk metrics, leveraging advanced quantitative methods to safeguard the firm's position.

This role focuses on analyzing capital metrics, developing insights with Python, SQL, and dashboards, and presenting findings to senior leadership. It requires accuracy, independence, and proactive risk management within a dynamic team.

Qualifications

• Advanced degree in Finance, Mathematics, Financial Engineering, or related quantitative discipline.
• Experience in capital, liquidity, or market risk.
• Proficiency with data tools and dashboards.
• Strong communication and analytical skills.
• Familiarity with risk management and capital metrics.

Responsibilities

• Monitor regulatory capital metrics against risk limits and indicators
• Ensure accuracy of capital metrics and escalate breaches as needed
• Drive process improvements and develop new analytical capacities using AI and LLM
• Analyze variances in capital metrics such as Risk Weighted Assets, Leverage Exposure, CET1, Tier 1, Total Capital, TLAC, and LTD capital
• Independently assess and challenge capital management activities including forecasts, actions, optimizations, targets, allocations, and stress-test scenarios
• Conduct deep dives on regulatory changes, risk, balance sheet, and market dynamics; present findings to senior management
• Prepare board-level analysis and presentations for executive forums
• Monitor current and emerging risks across asset classes
• Stay up-to-date with market news, regulations, and peer bank activity
• Interact frequently with capital management, capital P&A, line of businesses, controllers, and support functions
• Manage processes with superior attention to detail

Skills

Capital risk

Liquidity risk

Market risk

Finance background

Quantitative analysis

Python

Tableau

SQL

Education

Advanced degree in Finance/Mathematics/Financial Engineering

Tools

PowerPoint

Excel

Snowflake

Databricks

Job description

JPMorganChase in New York seeks an experienced risk analytics professional to monitor capital and risk metrics, leveraging advanced quantitative methods to safeguard the firm's position.

This role focuses on analyzing capital metrics, developing insights with Python, SQL, and dashboards, and presenting findings to senior leadership. It requires accuracy, independence, and proactive risk management within a dynamic team.